Tikhol1n.m

L1 norm Tikhonov regularised solver for A*x=y where A is an ill-conditioned matrix. The error functional is norm(A*x-y,2)^2+lambda*norm(x,1), it is minimised using the FISTA algorithm. The user specifies the desired number of non-zeroes, lambda parameter is then found by bracketing / bisection.

Syntax

              [x,err,reg]=tikhol1n(A,y,nnzt)

Arguments

       A    - a real or complex matrix
       y    - a real or complex column vector
       nnzt - the target for the number of
              non-zeroes in the solution

Outputs

       x   - a real or complex vector
       err - squared 2-norm of the fitting
             error divided by the squared
             2-norm of the solution
       reg - 1-norm of the solution

Examples

See examples in the Spinach distribution relevant to this function.

Notes

This page was generated from the function header in the Spinach repository.

See also

• kernelest.m
• firf.m
• unihash.m
• min_int_type.m
• Kernel_utilities
• Main_Page

Version 2.11, authors: Ilya Kuprov